Option A - As 'have' is not a proper noun, 'h' should not be capitalised. Thus option A is incorrect.
Option B - The sentence starts with 'do' and hence we can understand that the sentence is an interrogatory sentence. As the given sentence is an interrogatory sentence and not an exclamatory sentence, we can't use an exclamation mark here. Hence, option B is incorrect.
Option D - 'God' is a proper noun and hence, 'G' should be capitalised. Thus option D is incorrect.
Option C - As the given sentence is an interrogatory sentence, the sentence ends with a question mark, and 'G' is capitalised as 'God' is a proper noun. Hence, option C is the correct answer.
'Do they have faith in God?'